A simple method for the control of divergence in Kalman-filter algorithms
作者:
H. SRIYANANDA,
期刊:
International Journal of Control
(Taylor Available online 1972)
卷期:
Volume 16,
issue 6
页码: 1101-1106
ISSN:0020-7179
年代: 1972
DOI:10.1080/00207177208932342
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
It is found that, under certain conditions, the estimation errors produced by the Standard Kalman-filter algorithm increase rapidly, and become unbounded, even though the predicted error covariance continues to decrease in accordance with the stability properties of the Kalman filter. A very simple modification, which freezes the filter gain when divergence is suspected, is suggested. The modified algorithm would keep these errors within bound without causing an appreciable increase in the computation burden.
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